An algorithm for a class of continuous linear programs

@inproceedings{Pullan1993AnAF,
  title={An algorithm for a class of continuous linear programs},
  author={Malcolm Craig Pullan},
  year={1993}
}
  • Malcolm Craig Pullan
  • Published 1993
  • Mathematics
  • This paper discusses a class of continuous linear programs posed in a function space called separated continuous linear programs (SCLP). A dual linear program and a corresponding discrete approximation are introduced followed by a discussion of their properties. The discrete approximation gives rise to an improvement step which is constructed from any given feasible (nonoptimal) solution for SCLP. A strong duality result follows from this. There are a variety of possible implementations of an… CONTINUE READING

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